This is the double locking security feature that comes enabled by default.
There should be a note or reference on how to disable it in the manual that the car came with.

Not too sure on if it is possible to get the Sigma alarm to chirp on arming/disarming.

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2015 Forester XT Premium
2020 VW Tiguan Allspace
teejay: If I wanted a comeback Id wank in front of a fan